The incidence of end stage kidney disease is increasing worldwide and extracorporeal renal replacement techniques are widely used to treat these patients. Convective dialytic therapies such as hemodiafiltration are claimed to be superior to diffusive techniques such as hemodialysis given the higher clearance rates, hemodynamic stability and possibly reduced morbidity and mortality rates. Although observational studies have held this contention, randomized trials failed to do so. In this article, we present a case report and review available trial and systematic review evidence on the benefits-harms of various extracorporeal techniques. Both convective and diffusive clearance techniques were found to have similar all-cause mortality and hospitalization rates. Data on quality of life, dialysis related amyloidosis and procedure related outcomes such as hypotension have not been well studied. Most of the unbiased information, in the form of randomized trials, are only deriving from few and very small studies while large trials are lacking. Currently, there are three ongoing randomized clinical trials analyzing the efficacy of various extracorporeal techniques with focus on hard end points and their results will shed more light on this topic. Until then, since both convective and diffusive therapies have not been found to be different with respect to major patient-level outcomes but only some surrogates of uncertain clinical importance, the choice of renal replacement therapy should be based on other factors such as patients’ preference, availability of dialysis centers and cost.